First, welcome to XOC! You should check out the Arizona Xterra Club when you get a chance.

Second, I find it funny that the poster who flamed you has less posts than you - the noob calling the noob a noob. WTF?

Anyway, as already stated, keeping the vehicle in top condition (tires aired up, fluid and filters clean, etc.) and going easy on the gas pedal are the most economical things you can do to improve gas mileage. There is no magic part that will give you a substatial MPG increase.

FYI, I got 16-17 in my '01 2WD. The '06 XOR 4x4 gets 14-15. These figures exclude off-roading and towing which will cause a significant drop in MPG. That being said, I love my X and wouldn't trade it for any other vehicle.